• Journal of applied mathematics & informatics
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• v.35 no.5_6
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• pp.543-550
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• 2017

In this paper, we introduced a new asymptotic pairwise negatively dependent(APND) structure of stochastic processes. We are also important to know the degree of APND-ness and to compare pairs of stochastic vectors as to their APND-ness. So, we introduced a definitions and some basic properties of APND ordering. Some preservation results of APND ordering are derived. Finally, we shown some examples and applications.

• Journal of the Korean Statistical Society
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• v.18 no.2
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• pp.107-117
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• 1989

A stronger result than that of Park and Marron (1994) is proved here on the asymptotic distribution of the plug-in bandwidth selector. The new result is that the plug-in bandwidth selector may have the rate of convergence ($n^{-4/13}$ with less smoothness conditions on the unknown density functions than as described in Park and Marron's paper. Together with this, a class of various plug-in bandwidth selectors are considered and their asymptotic distributions are given. Finally, some ideas of possible improvements on those plug-in bandwidth selectors are provided.

• Journal of the Korean Data and Information Science Society
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• v.6 no.2
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• pp.77-83
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• 1995

The inferences on a series system under the usual condition using data from constant stress partially accelerated life tests and type I censoring is studied. Two optimal designs to determine the sample proportion allocated each stress level model are also presented, which minimize the sum of the generalized asymptotic variances of maximum likelihood estimators of the failure rate and the acceleration factors and the sum of the asymptotic variances of maximum likelihood estimators of the acceleration factors for each component. Each component of a system is assumed to follow an exponenial distribution.

• International Journal of Reliability and Applications
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• v.10 no.2
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• pp.81-88
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• 2009

A non-parametric procedure is presented for testing exponentially against used better than aged in convex ordering class (UBAC) of life distributions based on u-test. Convergence of the proposed statistic to the normal distribution is proved. Selected critical values are tabulated for sample sizes 5(5)40. The Pitman asymptotic relative efficiency of my proposed test to tests of other classes is studied. An example of 40 patients suffering from blood cancer disease demonstrates practical application of the proposed test.

• Journal of Korean Society for Quality Management
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• v.22 no.2
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• pp.166-176
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• 1994

Some rank score tests are proposed for testing the equality of all sampling distribution functions against ordered location-scale alternatives in k-sample problem. Under the null hypothesis and a contiguous sequence of ordered location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the proposed tests based on the Hettmansperger-Norton type statistic are more powerful than others for the general ordered location-scale alternatives. However, the Shiraishi's tests based on the sum of two Bartholomew's rank analogue statistics are robust.

• Journal of applied mathematics & informatics
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• v.22 no.1_2
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• pp.273-283
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• 2006

We obtain an asymptotic behavior of the loss probability for the GI/PH/1/K queue as K tends to infinity when the traffic intensity p is strictly less than one. It is shown that the loss probability tends to 0 at a geometric rate and that the decay rate is related to the matrix generating function describing the service completions during an interarrival time.

• Bulletin of the Korean Mathematical Society
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• v.47 no.5
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• pp.889-905
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• 2010

In this paper, a distribution free approach to the parameter estimation of a simple bilinear model with periodic coefficients is presented. The proposed method relies on minimum distance estimator based on the autocovariances of the squared process. Consistency and asymptotic normality of the estimator, as well as hypotheses testing, are derived. Numerical experiments on simulated data sets are presented to highlight the theoretical results.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.288-295
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• 1995

In this paper a hypotheses test procedure based on the least absolute deviation estimators for the unknown parameters in nonlinear regression models is investigated. The asymptotic distribution of the proposed likelihood ratio test statistic are established voth under the null hypotheses and a sequence of local alternative hypotheses. The asymptotic relative efficiency of the proposed test with classical test based on the least squares estimator is also discussed.

• Journal of the Korean Statistical Society
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• v.30 no.4
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• pp.551-561
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• 2001

This paper deals with the asymptotic properties for statistical inferences of the parameters in nonlinear regression models. As an optimal criterion for robust estimators of the regression parameters, the regression quantile method is proposed. This paper defines the regression quintile estimators in the nonlinear models and provides simple and practical sufficient conditions for the asymptotic normality of the proposed estimators when the parameter space is compact. The efficiency of the proposed estimator is especially well compared with least squares estimator, least absolute deviation estimator under asymmetric error distribution.

• Communications for Statistical Applications and Methods
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• v.7 no.1
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• pp.55-64
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• 2000

We propose a criterion for testing homogeneity of matrix intraclass covariance matrices of K multivariate normal populations, It is based on a variable transformation intended to propose and develop a likelihood ratio criterion that makes use of properties of eigen structures of the matrix intraclass covariance matrices. The criterion then leads to a simple test that uses an asymptotic distribution obtained from Box's (1949) theorem for the general asymptotic expansion of random variables.